Examples |
a Good
exencise :
- Source fortran 77 code simulating the equlibrium
configuration of n-megnetics dipoles in a 2D system (XY) in a uniform magnetic ortogonal
to the XY plane. If the code isn't clearly explaned, please contact me.
- NOTE1 : file dm.dip is the connectivity matrix of
dipoles. (element i,j is the distance between
dipole n°i and dipole n°j).
- NOTE2 : file ns.dip is the file of coordinates in the
format x,y.
View
the Source Code (html format) |
| - Shell Model
the Monte Carlo Way - Semi-Classical
Partition Function
- An
Exercise |
Monte Carlo
Methods (University of Tennessee page) |
| - MC Example from Anthony Sun Home
Page |
"A firm that sells product X under a pure/perfect
competition market wants to know the probability
distribution for the profit of this product and the probability that the firm will loss
money when marketing it. " |
| - The Monte Carlo Method to
approximate Pi |
| Links |
| - History of Monte Carlo Methods |
- - Standard
Deviation and Mean
- - Lotto
number generator
- - Playing
card probability
- - Normal distribution random number generator
- - Monte Carlo Integration
- - Black-Scholes option pricing model
- - Binomial option pricing model
- - Portfolio optimization
- - Multiple regression
- - Bootstrap - a non-parametric approach
- - Multivariate probability distribution
|
Usefull utilities for Random
Numbers, Statistical Distribution Function in VBA (Visual Basic for Application) from Anthony Sun Home Page |
- - RANDOM NUMBER GENERATORS (from University of
Salzburg)
- TESTS FOR RANDOM NUMBERS (from
University of Salzburg)
- - LINKS (from
University of Salzburg)
|
A Server on the Theory and Practice of Random Number
Generation (from University of Salzburg) |
| Documentation,
Software, News & Workshops |
| - NEWS IN THE FIELD (from University of
Salzburg) - LITERATURE (from
University of Salzburg) - SOFTWARE
(from University of Salzburg) |
| THE WWW VIRTUAL LIBRARY: RANDOM
NUMBERS and MONTE CARLO METHODS |
| Discussion List - unmoderated on-line
discussions & Conferences |
| Worldwide Simulation Course Links
Welcome To The Simulation Education
HomePage |
| Relevant Links (GO THERE) |
| SPECIALISTS IN RANDOM NUMBER
GENERATION AND (QUASI) MONTE CARLO METHODS |
| Monte Carlo Surface to Surface Particle
Transport (On line Book) |
Simulation News Europe (abbreviated SNE)
publishes information related to modelling
and simulation |
Some
Monte Carlo Books i found at Amazon.com (Plenty of
other titles)
- Markov Chain Monte Carlo in Practice
- W. R. Gilks(Editor), et al / Hardcover / Published 1996
Our Price: $79.95
- Monte Carlo : Concepts, Algorithms, and Applications (Springer
Series in Operations Research)
- George S. Fishman / Hardcover / Published 1996
Our Price: $69.95
- Monte Carlo Methods : Basics (Vol 1) Vol 1
- Malvin H. Kalos, Paula A. Whitlock (Contributor) / Paperback /
Published 1986
Our Price: $105.00
- Monte Carlo Simulation in Statistical Physics : An Introduction
(Springer Series in Solid-State Sciences, 80)
- K. Binder, D. W. Heermann / Paperback / Published 1998
Our Price: $24.95
|
The Coimbra School on
Computational Physics

The
Coimbra School Text & Notes |